Anic Equity¶

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Total return since start: 0.547 %¶

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Equity now: -----------------------------> 47250.75 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45855.78 Kr¶

PnL: ---------------------------------------> -1032.79 Kr¶

DD now: ---------------------------------> -2.836 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 14:47:42.749278'

Anic Portfolio¶

Today¶

Return: -1.462 %¶

This Week¶

Return: -1.382 %¶

Total¶

Return: 54.687 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.510000 2747.500000 111.500000 4.230000 2636.000010
FM Mattsson Mora Group B 50 -3.060000 3005.000000 78.000000 2.660000 2927.000000
Beijer Electronics Group 26 -1.680000 3042.000000 71.000000 2.390000 2971.000006
SAAB B 8 0.190000 3413.600000 36.600000 1.080000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -1.020000 386.900000 31.900000 8.990000 355.000000
AcadeMedia 12 -3.440000 586.320000 29.320000 5.260000 557.000004
MedCap 2 -1.320000 450.000000 29.000000 6.890000 421.000000
Corem Property Group B 59 -2.650000 605.930000 28.930000 5.010000 576.999999
Resurs Holding 22 -1.410000 600.820000 26.820000 4.670000 573.999998
HMS Networks 2 -2.980000 689.600000 16.600000 2.470000 673.000000
Swedbank A 3 -0.520000 578.100000 14.100000 2.500000 564.000000
Securitas B 6 -0.920000 583.200000 13.200000 2.320000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
Coor Service Management Hold. 8 -0.810000 537.600000 5.600000 1.050000 532.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -1.150000 247.440000 1.440000 0.590000 246.000000
Intrum 4 -3.190000 528.000000 1.000000 0.190000 527.000000
Boozt 12 -2.480000 1654.800000 0.800000 0.050000 1653.999996
OEM International B 7 -2.340000 526.400000 -1.600000 -0.300000 527.999997
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Nordea Bank Abp 29 -0.070000 3452.160000 -1.840000 -0.050000 3453.999992
Handelsbanken A 5 -1.410000 540.000000 -6.000000 -1.100000 546.000000
Midsona B 63 -2.090000 561.960000 -21.040000 -3.610000 582.999984
Essity B 2 -2.230000 548.100000 -25.900000 -4.510000 574.000000
CTEK 13 -2.510000 504.400000 -29.600000 -5.540000 533.999999
International Petroleum Corp. 5 -2.060000 546.500000 -48.070000 -8.080000 594.565215
Essity A 4 -3.010000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.380000 3755.500000 -94.500000 -2.450000 3850.000000
Axfood 13 0.000000 3582.800000 -173.200000 -4.610000 3756.000001
Fasadgruppen Group 35 1.570000 3633.000000 -178.000000 -4.670000 3810.999990
OX2 18 -3.170000 1402.200000 -261.800000 -15.730000 1663.999992
Ovzon 52 -3.630000 2761.200000 -600.800000 -17.870000 3361.999992
TOTAL 45855.780000 -1032.790000 -2.83599% 46888.564618

Updated:¶

'2023-01-25 14:47:55.261448'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶